A Method for Identifying Diffusive Trajectories with Stochastic Model
D. O’Malley, V.V. Vesselinov, J.H. Cushman
Journal of Statistical Physics, Springer2014DOI 10.1007/s10955-014-1035-6
Summary
Lagrangian dynamics in mixing processes are frequently observed and simulated. Often particle trajectories are driven by unknown and/or innumerable physical processes and hence are often modeled by stochastic processes. Perhaps the most famous such example was Brown’s observation of the highly irregular motion of pollen grains in water [1].